+64.8%
DIA vs TRI
-10.0%
+74.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.4% |
| 7D | -1.2% | -8.4% | +7.2% | +0.2% |
| 30D | -2.7% | -6.5% | +3.8% | -1.8% |
| 3M | +3.3% | +18.6% | -15.3% | -1.0% |
| 6M | +10.4% | -10.4% | +20.9% | +12.3% |
| YTD | +10.0% | -23.7% | +33.7% | +17.5% |
| 1Y | +16.2% | -42.5% | +58.6% | +36.2% |
| 3Y | +58.7% | -19.3% | +78.0% | +57.0% |
| All | +64.8% | -10.0% | +74.8% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling